+5,821.2%
CRS vs WAB
+4,092.2%
+1,729.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | -0.2% | -3.2% | +3.0% | +1.5% |
| 30D | -16.6% | -4.4% | -12.2% | -14.6% |
| 3M | -3.5% | +7.9% | -11.3% | -7.8% |
| 6M | +15.4% | +8.7% | +6.7% | +10.2% |
| YTD | +51.2% | +33.0% | +18.2% | +29.4% |
| 1Y | +98.3% | +46.7% | +51.6% | +61.3% |
| 3Y | +651.5% | +153.0% | +498.6% | +360.1% |
| 5Y | +1,411.1% | +222.3% | +1,188.8% | +729.2% |
| 10Y | +1,424.3% | +291.0% | +1,133.4% | +674.9% |
| All | +5,821.2% | +4,092.2% | +1,729.0% | +1,377.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WAB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling